Article ID: | iaor20042274 |
Country: | United Kingdom |
Volume: | 45 |
Issue: | 12 |
Start Page Number: | 1829 |
End Page Number: | 1840 |
Publication Date: | Jun 2003 |
Journal: | Computers & Mathematics with Applications |
Authors: | Wandzura A., Xiao H. |
Keywords: | numerical analysis, optimization: simulated annealing, programming: mathematical |
We present a class of quadrature rules on triangles in ℝ2 which, somewhat similar to Gaussian rules on intervals in ℝ1, have rapid convergence, positive weights, and symmetry. By a scheme combining simple group theory and numerical optimization, we obtain quadrature rules of this kind up to the order 30 on triangles. This scheme, essentially a formalization and generalization of the approach used by Lyness and Jespersen over 25 years ago, can be easily extended to other regions in ℝ2 and surfaces in higher dimensions, such as squares, spheres. We present example formulae and relevant numerical results.